Articoli correlati a Time Series and Dynamic Models

Time Series and Dynamic Models - Brossura

Gourieroux, Christian

 
9780521423083: Time Series and Dynamic Models
Brossura
ISBN 10: 0521423082 ISBN 13: 9780521423083
Casa editrice: Cambridge University Press, 2008

Sinossi

An up-to-date and comprehensive analysis of traditional and modern time series econometrics.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Recensione

'This is a well done introduction to both classical and modern time series models and techniques. Throughout, the authors have managed to keep a sound balance between mathematical rigor (which is always present, but never emphasized or celebrated for its own sake) and user-friendliness of presentation. I found this mixture very easy to digest. Another strong point of the book is its technical competence. In almost every line, one feels that two of the most brilliant present-day theoretical econometricians are at work. Review in Statistical Papers

Descrizione del libro

This is the first fully comprehensive textbook to integrate traditional and modern time series econometric modelling. The mathematical rigour of the book is high but excessive technicalities have been avoided. The coverage represents a major reference tool for graduate students, researchers and applied economists.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Cambridge University Press
Data di pubblicazione
2008
Lingua
Inglese
ISBN 10 
0521423082
ISBN 13 
9780521423083
Rilegatura
Copertina flessibile
Numero di pagine
688
Contatto del produttore
non disponibile
Persona responsabile
GPSR Kontakt
gpsr@libri.de

Europaallee 1
Bad Hersfeld
36244
Germania